I was just there the first of May on my way to Provence. We spent 5 days in Amsterdam and Knut is right, that is the only place that I was able to find too. Enjoy your trip, I hope you have better weather than I did.

I was in Amsterdam in March and did some searching around. After several failed attempts - finding fabric stores etc. with the most incredibly limited amounts of knitting supplies - I found the one good yarn shop in Amsterdam. It's called de Afstap. Fairly small but quality yarns and tools. The address is 12 Oude Leliestraat and its between Dam Square and the bay. There are several streets called Leliestraat and the is the "old" (Oude) one, more toward the center of the canal loops. tel:020-62 31 445.
www.afstap.nl